+958.9%
ORCL vs VO
+797.8%
+161.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -11.2% | -2.6% | -8.6% | -9.0% |
| 30D | -18.8% | -0.9% | -17.9% | -17.9% |
| 3M | -18.8% | -3.0% | -15.8% | -16.1% |
| 6M | -39.7% | +2.2% | -41.9% | -40.4% |
| YTD | -39.6% | +10.6% | -50.2% | -44.1% |
| 1Y | -51.7% | +12.5% | -64.3% | -56.0% |
| 3Y | +10.2% | +61.4% | -51.2% | -25.4% |
| 5Y | +30.8% | +33.4% | -2.6% | +3.2% |
| 10Y | +252.1% | +201.5% | +50.5% | +33.4% |
| All | +958.9% | +797.8% | +161.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling